+948.3%
APH vs SSNC
+184.2%
+764.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +11.1% | +1.4% | +9.8% | +10.4% |
| 30D | -7.3% | -2.6% | -4.7% | -6.7% |
| 3M | -6.2% | -0.6% | -5.6% | -6.7% |
| 6M | +24.9% | +19.9% | +5.0% | +11.9% |
| YTD | +18.4% | -8.2% | +26.6% | +20.0% |
| 1Y | +13.0% | -5.5% | +18.5% | +12.8% |
| 3Y | +276.4% | +56.8% | +219.6% | +186.5% |
| 5Y | +296.4% | +7.8% | +288.6% | +259.5% |
| All | +948.3% | +184.2% | +764.1% | +574.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SSNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling